+202.6%
ZTS vs UL
+127.0%
+75.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | -2.5% | +3.5% | +2.2% |
| 30D | +12.4% | +5.7% | +6.7% | +9.8% |
| 3M | +13.6% | +7.0% | +6.6% | +10.4% |
| 6M | +9.3% | +16.1% | -6.8% | +2.3% |
| YTD | -32.6% | +3.6% | -36.2% | -33.8% |
| 1Y | -30.0% | -1.4% | -28.7% | -30.0% |
| 3Y | -48.7% | +34.1% | -82.8% | -55.2% |
| 5Y | -59.3% | +32.0% | -91.3% | -64.8% |
| 10Y | +79.8% | +104.7% | -24.9% | +32.4% |
| All | +202.6% | +127.0% | +75.6% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling